Economic Farce Sifting through today's economic madness

14Nov/090

Value Diminishing in Credit

Yesterday Bloomberg ran an interesting article Bill Gross.

Bill Gross Says Value Diminishing in Credit Markets

Nov. 13 (Bloomberg) -- Bill Gross, who runs the world’s biggest bond fund at Pacific Investment Management Co., said value is diminishing in credit markets and that relative yields may rise.

Mortgage and high-yield rporate debt is “overvalued,” making Treasuries and investment-grade company debt attractive, Gross, co-founder and chief investment officer of Newport Beach, California-based Pimco, said in a Bloomberg Radio interview. Emerging-market debt is appealing to “some extent,” he said.

“That’s a limited menu, but it’s what we are presented with at the moment,” Gross said.

I happen to agree with Mr. Gross. I have been watching the debt markets closely, and looking for signs of weakness. If and when weakness does come, I think we can expect a significant pull back in the equities markets and a significant decrease in treasury yields.

High-yield, high-risk bonds have returned a record 52 percent this year, including reinvested interest, compared with 19 percent for investment-grade debt and a loss of 2.5 percent for Treasuries, according to Merrill Lynch & Co. index data.

This is incredible considering that economic conditions have at best remained the same, and more likely have deteriorated.

For now it looks like the rally in high-yield corporate debt and equities is still in, but I think Bill Gross is right to be wary of the real value in the current credit markets.

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